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222 commits

Author SHA1 Message Date
Dmitrij Melichov
e5967a541e R make rendering of plots by method plot_components optional (#551) 2018-05-31 17:41:22 -07:00
Ben Letham
e0cf400e23 R check cleanups 2018-05-30 23:19:56 -07:00
bl
d589859295 Add link to main site from vignette 2018-05-30 17:10:59 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
bl
3b20680bfc Add test i386 test skips for stan tests 2018-05-30 16:40:34 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -07:00
bl
a38aaa38c6 Stan fix for pystan 2.16 2018-05-30 14:23:37 -07:00
Ben Letham
218283f157 Simplify logic/interfaces for cross_validation, to better handle irregularly spaced data and actually respect initial window 2018-05-30 12:09:54 -07:00
Ben Letham
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
41d4ab472f Set noise prior variance to current value for linear growth model 2018-05-29 14:41:36 -07:00
Ben Letham
68ff9e577d Fix issue in Python when changepoint_range=1 2018-05-25 17:00:27 -07:00
Ben Letham
cb0b47994b Validation and tests for setting range for automatic changepoints 2018-05-25 16:45:24 -07:00
Marc Ferradou
ba1bac834e Adding changepoint threshold (#299) 2018-05-25 15:53:19 -07:00
Ben Letham
2d6e249391 Consistent plot styling in dygraph plot 2018-05-25 15:21:28 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
ab09fbcd6e Remove vestigial reference to seasonal column 2018-05-16 12:42:45 -07:00
Ben Letham
3bd372bc15 Speed up stan fitting by removing unecessary parameter definitions 2018-05-15 13:26:46 -07:00
Ben Letham
7c010aac51 Multiplicative seasonality (R) 2018-05-15 10:07:38 -07:00
Ben Letham
8e8e04858a Move copy test to test_diagnostics 2018-05-04 16:15:43 -07:00
Ben Letham
b052b56d33 Refactor cross validation metrics for rolling window, add visualization, put example in notebook (R) 2018-05-04 15:07:35 -07:00
Ben Letham
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -07:00
Ben Letham
3da46503ed Add utility for plotting changepoints (Py), and put in plotting file (R and Py) 2018-05-03 11:10:11 -07:00
Ben Letham
0c30f6efcf Merge in some minor fixes from master 2018-04-20 18:48:21 -07:00
Ben Letham
aa4e223152 Combine trend models into a single stan file (R) 2018-04-20 17:23:11 -07:00
Ben Letham
1f84fa960f Move changepoint matrix calculation into stan (R) 2018-04-20 15:20:38 -07:00
Andy Pohl
1722e99554 unaddressed warnings from unit tests (#450) 
* unaddressed warnings from unit tests

* devtools wants Encoding set or it complains through testthat::check()
 2018-04-18 17:06:39 -07:00
Ben Letham
f54d3b50ae R set_date robust to NAs 2018-02-01 17:21:55 -08:00
Ben Letham
7b9acd953f Add error message if make_future_dataframe before fit 2018-02-01 16:21:57 -08:00
Nagi Teramo
14d5028a73 Implement metrics for time series forecasts (#384) 
* Add metrics for model validation

* Update to reflect comments on Github

* Change all_metrics() implementation to more sophisticated style

* Update metrics functions

* Remove redundant argument

* Use v0.3 files for diagnostics.R and prophet.R

* Use v0.3 file for man/predict.prophet.Rd

* Change the interface and do some refactoring
 2018-01-05 16:05:58 -08:00
Ben Letham
a6d68497f1 Revert "Merge branch 'v0.3' into master" 
This reverts commit 011a292427, reversing
changes made to 5d453c1d05.
 2017-12-22 16:32:54 -08:00
Ben Letham
014b3b5919
Merge bugfixes from master into v0.3 (#393) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy

* Version bump

* Update README for new version

* Fix missing columns in SHF with extra regressor
 2017-12-22 16:30:18 -08:00
Ben Letham
011a292427
Merge branch 'v0.3' into master 2017-12-22 16:29:52 -08:00
Ben Letham
07138f7deb R package doc update for dygraph addition 2017-12-22 13:36:46 -08:00
Ben Letham
a19589a662 Fix merge issues 2017-12-22 12:19:09 -08:00
Willy Hardy
451c886c73 Added dygraphs functionality. (#320) 
* Added dygraphs functionality.

* reversed the unintentional inclusion of prophet_copy

* namespaced  functions and corrected %>% typo
 2017-12-22 12:09:11 -08:00
bletham
5d453c1d05 Fix missing columns in SHF with extra regressor 2017-11-09 21:19:51 -08:00
Ben Letham
0c3f30fd94 Version bump 2017-11-08 10:43:51 -08:00
Ben Letham
e78f583f90
Merge in bugfixes from master (#349) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy
 2017-11-08 10:09:08 -08:00
bl
af80f9c94e Fix weekly_start and yearly_start in R plot_components 2017-11-05 15:57:59 -08:00
bletham
0addabcad7 Fix copy with extra seasonalities / regressors R 2017-11-04 21:40:45 -07:00
bl
feb7be397b Fix R warning with extra regressor; disallow constant extra regressors. 2017-11-04 16:40:20 -07:00
Bernie Gray
1e30462779 efficiency and robustness improvements for R package (#308) 
* efficiency improvements in r package

* add drop = FALSE to df subsetting

* adding two more drop = FALSE

* add back in global var vector

* revert to previous style of piecewise_linear, piecewise_logistic

* more reversion

* even more reversion

* revert get_changepoint_matrix

* trying to pinpoint issues

* more debugginh

* tests finally pass

* last commit of pr

* last commit of pr

* add utils to imports
 2017-10-17 16:33:11 -07:00
Ben Letham
c3d2280af8 Add layer_changepoints from #273 2017-10-11 09:38:15 -07:00
Ben Letham
c6b76aab8c Move layer_changepoints to v0.3 branch 2017-10-11 09:30:25 -07:00
bletham
e04e024ff1 Add changepoint visualization to R package 2017-10-10 22:15:28 -07:00
bletham
a43cfe8995 Fix component plot with logistic floor 2017-10-10 21:24:23 -07:00
Sean J. Taylor
4c08596ee1 Changes to make R package build on windows without warnings 2017-09-12 09:31:34 -07:00
Sean J. Taylor
c0a7eac3b3 Fix for broken tests (using local timezone) 2017-09-08 11:30:43 -07:00
Ben Letham
2ab01c5d77 Fix flaky unit test 2017-09-08 07:59:52 -07:00
bl
2e9768348b Version bump 2017-09-02 13:28:30 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
Ben Letham
4f5f97d55b Fix plotting bug 2017-09-01 16:51:55 -07:00
Ben Letham
4c235d9505 R replace warning with message 2017-09-01 16:18:15 -07:00
Ben Letham
4b185bf001 Fix duplicated function from merge 2017-09-01 16:12:19 -07:00
Ben Letham
439efb7209 Graceful error on empty input dataframes 2017-09-01 15:50:19 -07:00
Ben Letham
8066634cb4 Refactor setup_dataframe R 2017-09-01 12:27:23 -07:00
Ben Letham
2ddcf54930 Saturating minimum R 2017-09-01 11:16:59 -07:00
Ben Letham
66ea9444eb Custom seasonality prior scales R, handle NAs in holiday priors 2017-09-01 10:04:20 -07:00
Ben Letham
ddbb353278 Custom prior scales R 2017-08-31 10:56:06 -07:00
Ben Letham
23d8bc25dc R unit tests for added regressors 2017-08-30 17:10:43 -07:00
Ben Letham
57c97f2e5e Finish extra regressors in R 2017-08-30 16:17:41 -07:00
Simon Kim
17efc9aecd External regressors v2 (#283) 
Add regressors in R
 2017-08-30 11:04:56 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -07:00
bletham
e4ec600da4 Handle constant y in history 2017-08-19 14:03:00 -07:00
bletham
0b4ec4a9b3 Limit n_changepoints to number of observations. 2017-08-19 11:20:53 -07:00
hoxo_m
fd125c4760 Refine R code a little (#263) 
* Replace tail(-1) with [-1]

* Don't need to import utils anymore
 2017-07-29 18:56:56 -07:00
bl
b76ebf18bb documentation update 2017-07-29 17:36:03 -07:00
bl
58fa0bcec5 Suppress internal functions from reference manual 2017-07-28 22:03:27 -07:00
Ben Letham
ff1dbcf38d Alternative formulation for logistic growth initialization 2017-07-17 11:13:22 -07:00
Ben Letham
c836b520ab Add m as argument to make_future_dataframe 2017-07-11 17:32:02 -07:00
Ben Letham
85220328bb Convert manual changepoints to POSIXct before validation 2017-07-11 11:10:19 -07:00
bl
093b4b7eec R sub-daily data documentation, bugfixes, and unit tests 2017-07-10 22:57:13 -07:00
Qi Wang
b0938df109 Add support for fitting daily seasonality, make holiday features work when daily seasonality is enabled (#246) 
* Add support for fitting daily seasonality, make holiday features work
when daily seasonality is enabled

* fix wrong comment in make_future_dataframe()
 2017-07-10 18:46:49 -07:00
bl
b07d345155 Bugfix for add_seasonality 2017-07-05 20:15:00 -07:00
bl
8be35c2f34 Custom seasonalities in R 2017-07-05 01:20:22 -07:00
bl
373f543894 Whitespace and documentation fixes 2017-07-04 17:42:58 -07:00
Simon Kim
19e95311c2 Add a posterior analysis function to R (#238) 
* Add a posterior analysis function to R

* Add a predictive_samples function to R
 2017-07-04 17:27:55 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
bl
3ebedb1110 Use abs for scaling y 2017-07-03 21:29:38 -07:00
Ben Letham
2bb5827303 Update tidyr call to work with dplyr-0.6.0-rc 2017-04-18 16:18:31 -07:00
Sean J. Taylor
46d1f7b24c Adding some compiler flags to make warnings more palatable. 2017-04-18 15:26:00 -07:00
Sean J. Taylor
719d380589 Add to the changelog / style change. 2017-04-17 17:37:36 -07:00
Sean J. Taylor
4841d868c5 Missed this 2017-04-17 16:56:27 -07:00
Sean J. Taylor
531b982bb8 Update version launch date. 2017-04-17 16:55:44 -07:00
Sean J. Taylor
c2b9f6229f Warning messages for seasonality 2017-04-17 16:55:44 -07:00
Sean J. Taylor
813966fdd7 0.1.1 version bumps 2017-04-17 11:29:38 -07:00
Ben Letham
5971a2369b Loop debug (#168) 
* Load Stan models on package load and keep in environment

* Load models on package import
 2017-04-13 23:23:44 -07:00
Ben Letham
df4b6158eb Allow shifting the start date of the yearly seasonality plot 2017-04-13 02:08:34 -07:00
Ben Letham
cacfdc635e Allow shifting the start date of the weekly seasonality plot 2017-04-13 01:51:17 -07:00
Ben Letham
d937f47612 Enable seasonalities automatically depending on history length / frequency 2017-04-13 01:25:03 -07:00
Sean J. Taylor
c164367c08 [bugfix] Run GC after model fitting to prevent memory errors. 2017-04-12 15:21:31 -07:00
Ben Letham
6d387a4640 Set version requirement for tidyr, see #157 2017-04-11 10:39:12 -07:00
Ben Letham
8155143af0 Allow not showing capacity on plots 2017-04-10 22:48:43 -07:00
Ben Letham
208399678c Make component plots work if forecast range is less than seasonality period 2017-04-10 18:20:06 -07:00
Ben Letham
b87daf56e5 Merge branch 'master' of https://github.com/facebookincubator/prophet 2017-04-07 19:09:31 -07:00
Ben Letham
47ae61f44e Remove hanging spaces 2017-04-07 19:09:24 -07:00
cam122286
6415dffd0c Update prophet.R (#154) 
Minor grammatical fix
 2017-04-07 19:06:13 -07:00
Ben Letham
34c0f80684 Only allow a Prophet object to be fit once 2017-04-05 10:44:21 -07:00
Ben Letham
68f88e2b73 Raise exception if date parsing fails 2017-04-04 16:28:34 -07:00
Ben Letham
459e0fed6c Document the parameters stored during fitting. 2017-04-03 18:24:54 -07:00
Ben Letham
b999dd4aa4 Add docstring to Python methods, and minor fixes to R documentation. 2017-03-23 17:27:44 +02:00
Ben Letham
5677d8c7ce Store dates from history with y NaN for make_future_dataframe 2017-03-23 15:47:29 +02:00
Ben Letham
864d06ecee Documentation update for #11 2017-03-12 17:58:03 +02:00
David J. Harris
3548546b65 invisibly return component plots (#11) 
This will make it easier for users to change the theme or other aspects of the plots, and shouldn't affect any existing behavior because the returned object is invisible.
 2017-03-12 17:51:08 +02:00
Ben Letham
f89faf2c6a Check for valid holiday lower/upper windows 2017-03-12 16:01:02 +02:00
Ben Letham
1d37f7f6fe make_future_dataframe return correct number of periods 2017-03-12 14:29:20 +02:00
Ben Letham
fcbd957bcc Refactor R component plotting to match #84 2017-03-08 17:38:56 +02:00
Ben Letham
ecc0682970 Make prophet the first class (#68, #16) 2017-03-06 13:32:28 +02:00
Ben Letham
20aca85bbb Require stan 2.14 or later 2017-03-05 17:09:18 +02:00
Ben Letham
4b7a418121 Allow _ in holiday name, fix #50 2017-03-02 16:36:00 +02:00
Ben Letham
5cec062fce Fix weekly seasonality plot in non-en locales 2017-03-01 18:38:58 +02:00
Ben Letham
b7a201086d handle repeated days for a holiday in R 2017-02-28 18:06:21 +02:00
Oliver Keyes
025c0fec0e Syntax cleanup (#30) 
`=` or `<-`, not both; explicit or implicit returns..so on
 2017-02-28 12:07:59 +02:00
Ben Letham
443d475468 Allow changepoints on dates that aren't in history, and allow for repeated observations on days. Previously we worked with changepoints via their index in the history. Now we work with them using just their value in scaled time. 2017-02-28 10:08:37 +02:00
Rob Schoenbeck
1c01713f8d issue-31-34 patch holiday forecast comp 2017-02-27 13:35:29 -08:00
Ben Letham
afc2392f91 Expose plot axes labels in R 2017-02-26 17:31:34 +02:00
Ben Letham
96ef0e236a Update documentation for additional stan args 2017-02-26 13:04:15 +02:00
Ben Letham
00a02b07b4 Merge pull request #8 from davharris/dots 
pass arguments from prophet() to Stan
 2017-02-26 12:25:40 +02:00
Kim Seonghyun
a3fc168464 Add inst/stan 
Signed-off-by: Kim Seonghyun <shyeon.kim@scipi.net>
 2017-02-26 04:43:02 +01:00
David J. Harris
e98cbaaa1a pass arguments from prophet() to Stan 2017-02-24 12:33:19 -05:00
Sean J. Taylor
e51b42b336 Initial commit 2017-02-22 15:59:43 -08:00